Trading Metrics calculated at close of trading on 16-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2007 |
16-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,806.0 |
7,647.5 |
-158.5 |
-2.0% |
7,819.0 |
High |
7,837.5 |
7,689.5 |
-148.0 |
-1.9% |
7,913.5 |
Low |
7,600.0 |
7,593.5 |
-6.5 |
-0.1% |
7,593.5 |
Close |
7,700.0 |
7,641.5 |
-58.5 |
-0.8% |
7,641.5 |
Range |
237.5 |
96.0 |
-141.5 |
-59.6% |
320.0 |
ATR |
121.7 |
120.6 |
-1.1 |
-0.9% |
0.0 |
Volume |
241,548 |
197,610 |
-43,938 |
-18.2% |
952,062 |
|
Daily Pivots for day following 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,929.5 |
7,881.5 |
7,694.3 |
|
R3 |
7,833.5 |
7,785.5 |
7,667.9 |
|
R2 |
7,737.5 |
7,737.5 |
7,659.1 |
|
R1 |
7,689.5 |
7,689.5 |
7,650.3 |
7,665.5 |
PP |
7,641.5 |
7,641.5 |
7,641.5 |
7,629.5 |
S1 |
7,593.5 |
7,593.5 |
7,632.7 |
7,569.5 |
S2 |
7,545.5 |
7,545.5 |
7,623.9 |
|
S3 |
7,449.5 |
7,497.5 |
7,615.1 |
|
S4 |
7,353.5 |
7,401.5 |
7,588.7 |
|
|
Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,676.2 |
8,478.8 |
7,817.5 |
|
R3 |
8,356.2 |
8,158.8 |
7,729.5 |
|
R2 |
8,036.2 |
8,036.2 |
7,700.2 |
|
R1 |
7,838.8 |
7,838.8 |
7,670.8 |
7,777.5 |
PP |
7,716.2 |
7,716.2 |
7,716.2 |
7,685.5 |
S1 |
7,518.8 |
7,518.8 |
7,612.2 |
7,457.5 |
S2 |
7,396.2 |
7,396.2 |
7,582.8 |
|
S3 |
7,076.2 |
7,198.8 |
7,553.5 |
|
S4 |
6,756.2 |
6,878.8 |
7,465.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,913.5 |
7,593.5 |
320.0 |
4.2% |
137.3 |
1.8% |
15% |
False |
True |
190,412 |
10 |
7,957.5 |
7,593.5 |
364.0 |
4.8% |
126.1 |
1.7% |
13% |
False |
True |
195,579 |
20 |
8,100.0 |
7,593.5 |
506.5 |
6.6% |
113.3 |
1.5% |
9% |
False |
True |
152,121 |
40 |
8,130.5 |
7,593.5 |
537.0 |
7.0% |
95.7 |
1.3% |
9% |
False |
True |
148,914 |
60 |
8,130.5 |
7,460.0 |
670.5 |
8.8% |
102.0 |
1.3% |
27% |
False |
False |
108,531 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.8% |
111.3 |
1.5% |
41% |
False |
False |
81,621 |
100 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
115.2 |
1.5% |
34% |
False |
False |
65,399 |
120 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
116.5 |
1.5% |
34% |
False |
False |
54,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,097.5 |
2.618 |
7,940.8 |
1.618 |
7,844.8 |
1.000 |
7,785.5 |
0.618 |
7,748.8 |
HIGH |
7,689.5 |
0.618 |
7,652.8 |
0.500 |
7,641.5 |
0.382 |
7,630.2 |
LOW |
7,593.5 |
0.618 |
7,534.2 |
1.000 |
7,497.5 |
1.618 |
7,438.2 |
2.618 |
7,342.2 |
4.250 |
7,185.5 |
|
|
Fisher Pivots for day following 16-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,641.5 |
7,753.5 |
PP |
7,641.5 |
7,716.2 |
S1 |
7,641.5 |
7,678.8 |
|